Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47908.16 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46513.21 Kr¶

PnL: ---------------------------------------> -375.36 Kr¶

DD now: ---------------------------------> -1.484 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 11:01:44.374743'

Anic Portfolio¶

Today¶

Return: -0.01 %¶

This Week¶

Return: -0.01 %¶

Total¶

Return: 56.839 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.640000 3229.200000 258.200000 8.690000 2971.000006
HEBA B 70 3.050000 2838.500000 202.500000 7.680000 2636.000010
Boozt 12 1.070000 1704.000000 50.000000 3.020000 1653.999996
Corem Property Group B 59 1.730000 624.220000 47.220000 8.180000 576.999999
AcadeMedia 12 1.740000 603.600000 46.600000 8.370000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.730000 391.000000 36.000000 10.140000 355.000000
MedCap 2 2.470000 456.000000 35.000000 8.310000 421.000000
OEM International B 7 2.050000 557.200000 29.200000 5.530000 527.999997
Resurs Holding 22 0.110000 601.700000 27.700000 4.830000 573.999998
SAAB B 8 -1.050000 3404.000000 27.000000 0.800000 3377.000000
HMS Networks 2 1.690000 696.400000 23.400000 3.480000 673.000000
Intrum 4 2.310000 548.400000 21.400000 4.060000 527.000000
Coor Service Management Hold. 8 2.840000 550.400000 18.400000 3.460000 532.000000
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -1.660000 550.720000 7.720000 1.420000 543.000000
CTEK 13 1.960000 540.410000 6.410000 1.200000 533.999999
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Swedbank A 3 -0.340000 565.350000 1.350000 0.240000 564.000000
Securitas B 6 1.210000 570.840000 0.840000 0.150000 570.000000
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 1.990000 245.760000 -0.240000 -0.100000 246.000000
Handelsbanken A 5 -0.050000 543.750000 -2.250000 -0.410000 546.000000
Fastighetsbolag. Emilshus Pref 21 -1.300000 559.650000 -2.350000 -0.420000 562.000005
Essity B 2 -1.070000 571.200000 -2.800000 -0.490000 574.000000
Midsona B 63 3.490000 579.600000 -3.400000 -0.580000 582.999984
Essity A 4 -0.520000 1144.000000 -5.000000 -0.440000 1149.000000
Nordea Bank Abp 29 -0.030000 3447.520000 -6.480000 -0.190000 3453.999992
Sampo Oyj SDB 7 -0.180000 3836.000000 -14.000000 -0.360000 3850.000000
FM Mattsson Mora Group B 50 -2.520000 2900.000000 -27.000000 -0.920000 2927.000000
International Petroleum Corp. 5 2.740000 563.000000 -31.570000 -5.310000 594.565215
Vivesto 1368 -2.210000 544.190000 -68.810000 -11.230000 612.999432
Axfood 13 -0.070000 3658.200000 -97.800000 -2.600000 3756.000001
OX2 18 0.810000 1460.700000 -203.300000 -12.220000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 0.900000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46513.210000 -375.360000 -1.48413% 46888.564618

Updated:¶

'2023-01-23 11:01:56.871981'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶